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~subject:"Portfolio-Management"
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Portfolio-Management
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Fabozzi, Frank J.
126
Maurer, Raimond
76
Platen, Eckhard
54
Gollier, Christian
52
Korn, Ralf
50
Uppal, Raman
43
Mitchell, Olivia S.
42
Ang, Andrew
40
Guidolin, Massimo
40
Markowitz, Harry
39
Post, Thierry
39
Li, Duan
38
Campbell, John Y.
37
Satchell, Stephen
37
Kraft, Holger
35
Escobar, Marcos
34
Lo, Andrew W.
34
Prigent, Jean-Luc
34
Vanduffel, Steven
34
Zagst, Rudi
34
Schenk-Hoppé, Klaus Reiner
33
Viceira, Luis M.
32
Levy, Haim
30
Lucas, André
30
Wong, Wing Keung
30
Hens, Thorsten
29
Bodie, Zvi
28
Wong, Hoi Ying
28
Başak, Suleyman
27
Kane, Alex
27
Lioui, Abraham
27
Račev, Svetlozar T.
27
Wang, Ruodu
27
Bernard, Carole
26
Jarrow, Robert A.
26
Muhle-Karbe, Johannes
26
Sass, Jörn
26
Schmid, Wolfgang
26
Shleifer, Andrei
26
Gouriéroux, Christian
25
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National Bureau of Economic Research
244
Institute of Finance and Accounting <London>
15
Frank J. Fabozzi Associates <New Hope, Pa.>
12
Center for Economic Research <Tilburg>
9
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
9
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
8
Springer Fachmedien Wiesbaden
7
Universität Zürich / Institut für Schweizerisches Bankwesen
7
European University Institute / Department of Law
6
International Center for Financial Asset Management and Engineering
6
Rodney L. White Center for Financial Research
6
Association of European Operational Research Societies / Working Group on Financial Modelling
5
Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
5
Friedrich-Schiller-Universität Jena
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Goethe-Universität Frankfurt am Main
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Judge Institute of Management Studies
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Nationalekonomiska Institutionen <Lund>
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Pensions Institute
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Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
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Universität Mannheim
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World Bank
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Association for Investment Management and Research
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Bonn Graduate School of Economics
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Ekonomiska forskningsinstitutet <Stockholm>
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Erasmus Research Institute of Management
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Federal Reserve Bank of St. Louis
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International Association for the Study of Insurance Economics
3
Johannes Gutenberg-Universität Mainz
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Københavns Universitet / Økonomisk Institut
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Martin-Luther-Universität Halle-Wittenberg / Wirtschaftswissenschaftliche Fakultät
3
Springer-Verlag GmbH
3
The Wharton Financial Institutions Center
3
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
3
Banco Central do Brasil
2
Bank für Internationalen Zahlungsausgleich
2
Basel Committee on Banking Supervision
2
Birkbeck College / Department of Economics
2
Books on Demand GmbH <Norderstedt>
2
Chambre de commerce et d'industrie de Paris
2
Christian-Albrechts-Universität zu Kiel
2
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European journal of operational research : EJOR
298
Insurance / Mathematics & economics
292
Journal of banking & finance
247
NBER working paper series
238
Working paper / National Bureau of Economic Research, Inc.
191
NBER Working Paper
189
Journal of economic dynamics & control
177
Finance research letters
170
Finance and stochastics
165
Mathematical finance : an international journal of mathematics, statistics and financial theory
163
International journal of theoretical and applied finance
154
Quantitative finance
132
Research paper series / Swiss Finance Institute
126
Management science : journal of the Institute for Operations Research and the Management Sciences
101
Risks : open access journal
101
The review of financial studies
100
Journal of financial economics
98
The journal of portfolio management : a publication of Institutional Investor
98
Journal of empirical finance
95
The journal of finance : the journal of the American Finance Association
95
Discussion paper / Centre for Economic Policy Research
87
Swiss Finance Institute Research Paper
87
Economic modelling
83
Economics letters
79
The European journal of finance
79
Mathematics and financial economics
78
Computational economics
76
The journal of asset management
72
International review of economics & finance : IREF
71
Mathematical methods of operations research
71
Journal of risk and financial management : JRFM
68
International review of financial analysis
67
SpringerLink / Bücher
67
The North American journal of economics and finance : a journal of financial economics studies
67
Journal of economic theory
63
The journal of portfolio management : JPM
63
Discussion paper / Tinbergen Institute
62
Annals of finance
61
Journal of mathematical finance
59
Applied economics
56
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ECONIS (ZBW)
18,877
EconStor
182
USB Cologne (EcoSocSci)
12
OLC EcoSci
10
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1
Existence of solutions in non-convex dynamic programming and optimal investment
Pennanen, Teemu
;
Perkkiö, Ari-Pekka
;
Rásonyi, Miklós
- In:
Mathematics and financial economics
11
(
2017
)
2
,
pp. 173-188
Persistent link: https://www.econbiz.de/10011900537
Saved in:
2
Optimal investments for the standard maximization problem with non-concave
utility
function in complete market model
Bahchedjioglou, Olena
;
Shevchenko, Georgiy
- In:
Mathematical methods of operations research : ZOR
95
(
2022
)
1
,
pp. 163-181
Persistent link: https://www.econbiz.de/10013184230
Saved in:
3
Heterogeneity in optimal investment and drawdown strategies in retirement
Butt, Adam
;
Khemka, Gaurav
;
Warren, Geoff
- In:
Pacific-Basin finance journal
74
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013389436
Saved in:
4
On the exact solution of the multi-period portfolio choice problem for an exponential
utility
under return predictability
Bodnar, Taras
;
Parolya, Nestor
;
Schmid, Wolfgang
- In:
European journal of operational research : EJOR
246
(
2015
)
2
,
pp. 528-542
Persistent link: https://www.econbiz.de/10011338116
Saved in:
5
Robust decision making using a general
utility
set
Hu, Jian
;
Bansal, Manish
;
Mehrotra, Sanjay
- In:
European journal of operational research : EJOR
269
(
2018
)
2
,
pp. 699-714
Persistent link: https://www.econbiz.de/10011864436
Saved in:
6
Polynomial
utility
Lollike, Alexander Sevel
;
Steffensen, Mogens
- In:
International journal of theoretical and applied …
26
(
2023
)
6/7
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014500193
Saved in:
7
A generalized Cameron-Martin formula with applications to partially observed dynamic portfolio optimization
Zohar, Gady
- In:
Mathematical finance : an international journal of …
11
(
2001
)
4
,
pp. 475-494
Persistent link: https://www.econbiz.de/10001639067
Saved in:
8
Optimal investment and benefit adjustment problem for a target benefit pension plan with Cobb-Douglas
utility
and Epstein-Zin recursive
utility
Zhao, Hui
;
Wang, Suxin
- In:
European journal of operational research : EJOR
301
(
2022
)
3
,
pp. 1166-1180
Persistent link: https://www.econbiz.de/10013267832
Saved in:
9
Risk-sensitive and mean variance optimality in Markov decision processes
Sladký, Karel
- In:
Czech economic review : acta Universitatis Carolinae …
7
(
2013
)
3
,
pp. 146-161
Persistent link: https://www.econbiz.de/10010341117
Saved in:
10
Good approximation of exponential
utility
function for optimal futures hedging
Guo, Xu
;
Lien, Da-hsiang Donald
;
Wong, Wing Keung
- In:
Journal of mathematical finance
6
(
2016
)
3
,
pp. 457-463
Persistent link: https://www.econbiz.de/10011583581
Saved in:
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